Statistical analysis of stochastic processes in time / J.K. Lindsey.

This book was first published in 2004. Many observed phenomena, from the changing health of a patient to values on the stock market, are characterised by quantities that vary over time: stochastic processes are designed to study them. This book introduces practical methods of applying stochastic pro...

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Bibliographic Details
Main Author: Lindsey, James K., (Author)
Format: Book
Language:English
Published: Cambridge : Cambridge University Press, 2004.
Series:Cambridge series on statistical and probabilistic mathematics ; 14.
Subjects:
Online Access:CONNECT